Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47295.55 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45897.36 Kr¶

PnL: ---------------------------------------> -991.21 Kr¶

DD now: ---------------------------------> -2.744 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 09:25:03.739783'

Anic Portfolio¶

Today¶

Return: -0.03 %¶

This Week¶

Return: -1.289 %¶

Total¶

Return: 54.833 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -2.480000 771.200000 98.200000 14.590000 673.000000
Nordea Bank Abp 29 0.580000 3503.780000 49.780000 1.440000 3453.999992
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.180000 390.500000 35.500000 10.000000 355.000000
SAAB B 8 -1.160000 3403.200000 26.200000 0.780000 3377.000000
Corem Property Group B 59 0.490000 601.800000 24.800000 4.300000 576.999999
Resurs Holding 22 0.520000 596.860000 22.860000 3.980000 573.999998
AcadeMedia 12 -0.290000 576.960000 19.960000 3.580000 557.000004
Norva24 Group 16 1.270000 560.960000 17.960000 3.310000 543.000000
Eastnine 4 0.790000 508.000000 17.000000 3.460000 491.000000
Swedbank A 3 0.550000 579.000000 15.000000 2.660000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -0.660000 541.200000 14.200000 2.690000 527.000000
OEM International B 7 -0.900000 541.100000 13.100000 2.480000 527.999997
Securitas B 6 0.560000 579.360000 9.360000 1.640000 570.000000
Creaspac SPAC 6 0.830000 585.600000 8.600000 1.490000 577.000002
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.580000 248.160000 2.160000 0.880000 246.000000
Coor Service Management Hold. 8 -0.520000 532.800000 0.800000 0.150000 532.000000
Boozt 12 -1.220000 1651.200000 -2.800000 -0.170000 1653.999996
Handelsbanken A 5 0.320000 541.750000 -4.250000 -0.780000 546.000000
Midsona B 63 1.000000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 0.180000 550.200000 -23.800000 -4.150000 574.000000
CTEK 13 -4.040000 509.210000 -24.790000 -4.640000 533.999999
International Petroleum Corp. 5 2.360000 565.000000 -29.570000 -4.970000 594.565215
Essity A 4 0.730000 1106.000000 -43.000000 -3.740000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 1.740000 3675.000000 -136.000000 -3.570000 3810.999990
Beijer Electronics Group 26 -0.370000 2792.400000 -178.600000 -6.010000 2971.000006
OX2 18 -1.020000 1404.000000 -260.000000 -15.630000 1663.999992
Axfood 13 0.260000 3477.500000 -278.500000 -7.410000 3756.000001
Ovzon 52 -0.940000 2750.800000 -611.200000 -18.180000 3361.999992
TOTAL 45897.360000 -991.210000 -2.74387% 46888.564618

Updated:¶

'2023-01-27 09:25:16.756874'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶